A Lévy process-based framework for the fair valuation of participating life insurance contracts (Q2581775): Difference between revisions
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Revision as of 08:40, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Lévy process-based framework for the fair valuation of participating life insurance contracts |
scientific article |
Statements
A Lévy process-based framework for the fair valuation of participating life insurance contracts (English)
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10 January 2006
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Esscher transform
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Fair value
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Incomplete markets
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Lévy processes
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Participating contracts
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